Vascular leakage has emerged as a major factor during circulatory failure. Triggered by the inflammatory process following the recognition of both pathogen-associated molecular patterns (PAMPs) and damage-associated molecular patterns (DAMPs), it worsens circulatory failure through the hypovolemia it induces. It may also crucially participate in secondary microcirculation disorders and organ dysfunctions, due to interstitial edema resulting from extravascular fluid accumulation. Accordingly, fluid balance, i.e., the difference between fluid intake and output, is directly related with outcomes during the different types of shock. Moreover, controlling vascular leakage had beneficial effects in various animal models of circulatory failure. However, despite promising preclinical findings, no routine drug is currently available to control vascular leakage in humans. This review depicts the mechanisms involved in the maintenance of a quiescent endothelium and those implicated in the destabilization of its barrier function in various forms of shocks. It further describes available tools to explore vascular leakage and the most advanced treatments under development.